+140.2%
NI vs PBR
+697.0%
-556.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | 0.0% | +5.4% | -5.3% | -0.6% |
| 30D | -1.4% | +22.9% | -24.3% | -4.1% |
| 3M | -10.6% | +19.6% | -30.2% | -12.8% |
| 6M | -9.3% | +16.5% | -25.8% | -11.5% |
| YTD | +1.1% | +86.7% | -85.5% | -7.6% |
| 1Y | +3.4% | +74.7% | -71.3% | -4.8% |
| 3Y | +67.9% | +102.6% | -34.7% | +49.7% |
| 5Y | +98.0% | +566.6% | -468.6% | +45.1% |
| All | +140.2% | +697.0% | -556.8% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PBR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling